A block bootstrap comparison for sparse chains

DOI10.1080/00949650902822572MaRDI QIDQ3589984zbMATH OpenOpenAlexFDO

Authors

Publication date 17 September 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650902822572

zbMATH Keywords

bootstrapvariance estimatorsparse chains

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• Blockwise bootstrapped empirical process for stationary sequences
• Bootstrap methods: another look at the jackknife
• Bootstrapping Markov chains: Countable case
• Bootstrapping the sample means for stationary mixing sequences
• Decay of correlations for non Hölderian dynamics. A coupling approach
• On the blockwise bootstrap for empirical processes for stationary sequences
• The jackknife and the bootstrap for general stationary observations
• Variable length Markov chains

Cited in

(1)

• A block bootstrap for quasi-likelihood in sparse functional data

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